-33.9%
MOS vs Z
+9.5%
-43.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -10.6% | +13.9% | +5.4% |
| 7D | +22.5% | -2.3% | +24.7% | +23.0% |
| 30D | +6.6% | +9.4% | -2.7% | +4.3% |
| 3M | -3.8% | -16.1% | +12.3% | -1.4% |
| 6M | -2.2% | -30.4% | +28.2% | +3.6% |
| YTD | -4.8% | -55.6% | +50.8% | +9.2% |
| 1Y | -11.7% | -58.5% | +46.8% | +2.5% |
| 3Y | -26.5% | -19.6% | -6.9% | -28.8% |
| 5Y | -32.2% | -54.1% | +21.9% | -30.1% |
| 10Y | +10.2% | -12.1% | +22.3% | -22.8% |
| All | -33.9% | +9.5% | -43.4% | -57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded Z wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling